+14.8%
IGV vs IYR
+6.0%
+8.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.3% | +0.6% | +1.7% | +1.9% |
| 30D | -6.0% | +6.6% | -12.6% | -10.2% |
| 3M | -4.8% | -1.8% | -3.0% | -3.7% |
| 6M | +14.2% | +1.4% | +12.8% | +12.3% |
| YTD | -4.2% | +10.5% | -14.8% | -12.3% |
| 1Y | -5.3% | +10.6% | -15.9% | -13.4% |
| 3Y | +38.8% | +41.8% | -3.0% | +0.2% |
| All | +14.8% | +6.0% | +8.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling